AVNT Options History — June 2024 In June 2024, AVNT traded between $42.69 and $44.98. ATM implied volatility averaged 37.9%, placing in the 30.0% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 15.1% (HV 20d: 22.8%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.81.
Notable Days 2024-06-10 : Highest Volume — 15 contracts2024-06-25 : Largest IV spike — 101.7% change2024-06-03 : Highest IV Rank — 63.8%2024-06-03 : Largest Expected Move — 17.5%Monthly Statistics Metric Avg Min Max Open Close Price $43.74 $42.69 $44.98 $43.76 $43.42 Max Pain $42.63 $40.00 $45.00 $40.00 $40.00 ATM IV 37.9% 22.8% 61.0% 61.0% 37.8% Expected Move 9.8% 5.2% 17.5% 17.5% 10.8% HV 20d 22.8% 19.6% 27.7% 27.7% 22.3% HV 60d 24.3% 23.6% 25.3% 25.0% 23.7% IV Rank 30.0% 7.8% 63.8% 63.8% 29.8% IV Percentile 53.4% 1.6% 96.4% 96.4% 59.1% Term Structure -2.5% -50.6% 20.2% -50.6% 20.2% VWIV 27.5% 22.7% 34.0% 25.9% 34.0% Skew 25d -0.1% -38.6% 50.9% -38.6% -9.7% Skew 10d 0.8% -41.6% 77.7% 7.6% -28.7% Call IV 25d 39.0% 22.7% 68.2% 61.3% 52.3% Put IV 25d 39.0% 17.5% 109.6% 22.7% 42.6% Bid-Ask Spread % 125.89 110.79 132.65 126.87 128.49 Gamma HHI 0.40 0.27 0.60 0.32 0.39 Net GEX 4.5K 2.3K 7.6K 6.0K 3.9K Net DEX -242.5K -355.9K -44.2K -277.9K -164.9K Net VEX -710 -936 -616 -936 -726 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.81 0.00 5.00 0.00 0.00 Total Volume 4.684 0 15 0 1 Total OI 305.895 105 380 373 124
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-06-03 $43.76 $40.00 61.0% 17.5% 27.7% 63.8% 0.0% -38.6% -50.6% 6.0K -277.9K -936 0.00 126.87 N/A N/A 0 0 154 219 2024-06-04 $43.99 $40.00 49.3% 14.1% 27.7% 46.7% 0.0% 14.5% -16.7% 5.9K -288.5K -835 0.00 124.36 N/A N/A 0 0 154 219 2024-06-05 $44.92 $40.00 25.9% 7.4% 22.6% 12.4% 25.9% 50.9% -9.2% 2.3K -346.9K -712 0.00 110.79 N/A N/A 6 0 154 219 2024-06-06 $44.98 $45.00 26.6% 5.7% 19.6% 13.3% 0.0% -1.7% 10.7% 4.1K -355.9K -722 0.00 121.80 N/A N/A 7 0 157 219 2024-06-07 $44.14 $45.00 45.2% 5.6% 20.2% 40.7% 0.0% -4.6% 12.0% 5.2K -320.4K -747 0.00 123.51 N/A N/A 1 0 161 219 2024-06-10 $43.99 $45.00 36.5% 8.6% 20.2% 27.9% 22.7% 2.7% 4.3% 3.3K -312.3K -649 0.00 122.93 N/A N/A 15 0 161 219 2024-06-11 $43.91 $45.00 48.4% 5.2% 20.2% 45.3% 0.0% -2.8% 7.9% 3.7K -270.5K -657 0.00 122.07 N/A N/A 0 0 159 219 2024-06-12 $44.63 $45.00 39.5% 11.3% 21.2% 32.3% 0.0% -1.6% -18.9% 3.9K -329.4K -665 5.00 130.14 N/A N/A 2 10 159 219 2024-06-13 $43.92 $45.00 34.3% 9.8% 21.8% 24.7% 0.0% -5.7% -2.1% 5.5K -294.2K -634 0.00 120.47 N/A N/A 2 0 161 214 2024-06-14 $42.69 $45.00 29.3% 8.4% 23.7% 17.3% 0.0% -4.5% 11.8% 5.4K -224.1K -784 0.00 121.11 N/A N/A 0 0 161 214 2024-06-17 $43.19 $45.00 28.2% 8.1% 23.8% 15.8% 0.0% 7.1% 2.9% 6.8K -248.4K -729 0.00 132.23 N/A N/A 5 0 161 214 2024-06-18 $43.55 $45.00 40.1% 11.5% 23.9% 33.2% 0.0% -4.3% -19.6% 4.6K -267.3K -661 0.00 131.38 N/A N/A 0 0 164 214 2024-06-20 $43.67 $45.00 34.3% 9.8% 23.9% 24.7% 34.0% -3.5% 0.8% 7.6K -294.4K -624 0.00 126.92 N/A N/A 7 0 163 214 2024-06-21 $43.56 $40.00 41.1% 11.8% 23.4% 34.7% 0.0% 4.4% -1.5% 3.0K -44.2K -616 5.00 129.19 N/A N/A 2 10 125 214 2024-06-24 $43.95 $40.00 22.8% 6.5% 23.3% 7.8% 0.0% 7.5% 13.4% 3.1K -124.6K -677 0.00 130.46 N/A N/A 5 0 57 48 2024-06-25 $42.88 $40.00 46.0% 13.2% 23.3% 41.8% 0.0% -30.2% -18.8% 3.4K -140.5K -639 0.30 127.16 N/A N/A 10 3 62 48 2024-06-26 $42.94 $40.00 36.4% 10.4% 22.8% 27.8% 0.0% 13.2% 4.1% 3.8K -148.8K -731 0.00 129.35 N/A N/A 1 0 70 51 2024-06-27 $43.05 $40.00 37.3% 10.7% 22.2% 29.1% 0.0% 5.5% 2.4% 3.8K -155.3K -752 1.00 132.65 N/A N/A 1 1 71 51 2024-06-28 $43.42 $40.00 37.8% 10.8% 22.3% 29.8% 0.0% -9.7% 20.2% 3.9K -164.9K -726 0.00 128.49 N/A N/A 1 0 72 52
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